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Last data update: 2014.03.03

R: Extracting the linearly independant columns from a matrix

GetLinInd

R Documentation

Extracting the linearly independant columns from a matrix

Description

Extracts the linearly dependant columns of matrix to obtain a matrix of full rank using QR decomposition.

Usage

GetLinInd(mat, tol = 1e-10)

Arguments

`mat`	The matrix possibly containing linearly dependant columns
`tol`	Rank estimation tolerance. Default is 1e-10.

Value

A list containing the new matrix and the index of the selected colums.

`mat.li`	A matrix made of the linearly independant columns of `mat`.
`idx`	The index of the selected columns.

Author(s)

Johan Barthelemy

Maintainer: Johan Barthelemy johan@uow.edu.au.

References

Golub, G. H., Van Loan C. F. (2012) Matrix Computations. Third Edition. Johns Hopkins University Press.

Examples

# generation of a matrix with linearly dependant columns
A <- matrix(c(1, 2, 3,
              1, 2, 4,
              1, 2, 8), nrow = 3, ncol = 3, byrow = TRUE)
              
# extracting and printing the linearly independant columns
B <- GetLinInd(A)
print(B)